Ayesha, there could be several reasons for her mis-gendering you.
1) She has known you forever as your former guy self and is just having trouble adjusting to the new “you.” This can happen if your transition has been fairly recent. The laughter part is tough, but that could just be her personal mechanism for dealing with an “Oops, I screwed up!” moment. I’ve known some folks like that.
2) If she doesn’t laugh when she make other mistakes – if she saves that attitude only for you – or if you have been “Ayesha” for a long time now and she just keeps it up, it likely indicates her mis-gendering is indeed more or less deliberate. In that case, the laughter part is worse – it’s an added insult which says “Not only did I mis-gender you, I meant it. I think it’s hilarious, and I am letting you know it. So just deal with it!” If this is the case, and if this is someone who is “disposable” in your life, consider writing her out of your life story. Nobody needs jerks like this.
Personally, I have been living as Dana for about 8 months now. Most of my friends and all of my family have no trouble grouping me in the “she/her” category. A couple of friends still slip up once in a while – they’ll say “he” or “him” (or use “guy” or “dude,” which aren’t quite so bad). It usually only takes a questioning glance or a mild *cough* on my part, following which they apologize and plead the fact that they just knew me for so long as my former self. (I’ve told them, politely, that I will accept that for now, but come this time next year . . .). What’s cute is that a couple of times, one of my other friends have beaten me to the punch and corrected the “offender.”